Assume that you are a member of the asset-liability management (ALM) committee of PMK Bank. You have collected following information, based on which you are requested to write a short report to the committee comparing the probability of book value insolvency of PMK Bank with the competitor PTY Bank. [5 marks] PMK Bank PTY Bank Expected return on assets 0.15 -0.10 15 18 Total equity (in millions) Total liabilities (in millions) 105 90 Variance of ROA 0.005 0.002